Uses of Interface
net.finmath.modelling.InterestRateProductDescriptor
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides classes to build products from descriptors.
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Uses of InterestRateProductDescriptor in net.finmath.modelling.descriptor
Modifier and TypeClassDescriptionclass
Product descriptor for an interest rate swap leg.class
Product descriptor for an interest rate swap.class
Product descriptor for an interest rate swaption.Modifier and TypeMethodDescriptionInterestRateSwapProductDescriptor.getLegPayer()
Return the descriptor of the payer leg of this swap.InterestRateSwapProductDescriptor.getLegReceiver()
Return the descriptor of the receiver leg of this swap.ModifierConstructorDescriptionInterestRateSwapProductDescriptor
(InterestRateProductDescriptor legReceiver, InterestRateProductDescriptor legPayer) Construct a swap product descriptor from the descriptors of its legs. -
Uses of InterestRateProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeMethodDescriptionDescribedProduct<? extends InterestRateProductDescriptor>
InterestRateAnalyticProductFactory.getProductFromDescriptor
(ProductDescriptor descriptor) DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateMonteCarloProductFactory.getProductFromDescriptor
(ProductDescriptor descriptor)